+1,773.9%
FCX vs ITUB
+1,959.7%
-185.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.0% | +3.4% | +4.3% |
| 7D | +5.7% | +8.2% | -2.5% | +1.3% |
| 30D | +10.1% | +4.7% | +5.4% | +7.3% |
| 3M | +20.2% | +13.0% | +7.2% | +12.4% |
| 6M | +29.7% | +4.2% | +25.5% | +26.9% |
| YTD | +51.9% | +18.6% | +33.4% | +38.7% |
| 1Y | +66.0% | +31.3% | +34.7% | +43.3% |
| 3Y | +102.7% | +124.9% | -22.1% | +27.9% |
| 5Y | +138.9% | +195.6% | -56.8% | +23.1% |
| 10Y | +701.1% | +196.4% | +504.7% | +257.3% |
| All | +1,773.9% | +1,959.7% | -185.9% | +401.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling